Cross Domain Request Using xmlHttpRequest and Paypal

I am trying to execute a cross-domain query with an XMLHttpRequest object because with $.ajaxit it does not work in IE, only in Chrome, Firefox and Safari. Below is a sample code

$("#btn").click(function () {
    CallWithXhr();
});

function CallWithXhr() {
    var xhr = new XMLHttpRequest();
    xhr.open("POST", "https://www.sandbox.paypal.com/cgi-bin/webscr", true);
    xhr.setRequestHeader('Content-Type', 'application/json');
    xhr.setRequestHeader("Access-Control-Allow-Origin", "*");
    xhr.send(); 
    xhr.onload = function () {
        var responseText = xhr.responseText;
        console.log(responseText);     
    };    
    xhr.onerror = function () {
        console.log('There was an error!');
    };
}

I need this call because I want to add the item to my Paypal shopping cart without being redirected to the Paypal shopping cart. I did this with $.ajax, but it did not work in Internet Explorer 10 and 11.

The errors I get in IE are as follows:

SEC7126: Redirects are not allowed for CORS preflight requests.
SCRIPT7002: XMLHttpRequest: Network Error 0x80070005, Access is denied.

In Chrome, I have only one error for this script:

XMLHttpRequest https://www.sandbox.paypal.com/cgi-bin/webscr. 'https://www.sandbox.paypal.com/home', , .

? !

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